Sr. Quantitative Researcher - Delta One Credit Strategies
Sr. Quantitative Researcher - Delta One Credit Strategies
A leading multi-strategy investment firm is expanding a high-impact Credit Volatility PM team and looking to add a Quantitative Researcher.
This successful Credit Options-focused team is scaling into systematic delta-one and quantitative macro credit strategies, building on an existing options and volatility franchise. This is a rare opportunity to help shape a build-out from the ground up rather than inherit a legacy book.
What you'll focus on:
- Credit indices (CDX), credit ETFs, and Delta One products
- Mean reversion and trend-following signal research
- Cross-asset relative value and statistical/ML-driven alpha generation
- Taking research from idea to live production alongside the PM
What they're looking for:
- Proven systematic research experience in macro and delta one credit products
- Track record designing and deploying mean reversion, momentum, or RV strategies
- Strong statistical/ML toolkit - Python required, C++/kdb+q a plus
- Advanced degree in a quantitative field (Math, Stats, CS, Physics, Engineering)
- Comfort owning research end-to-end, from signal to live PnL
This is a small, senior team (PM + 1 QR currently) - high visibility, direct PM access, and real ownership over a growing book. Not a large, siloed research org.
Compensation is highly competitive and reflective of the seniority of the build-out.
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